Extended stochastic gradient Markov chain Monte Carlo for large-scale Bayesian variable selection (Q5145711)

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scientific article; zbMATH DE number 7299651
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Extended stochastic gradient Markov chain Monte Carlo for large-scale Bayesian variable selection
scientific article; zbMATH DE number 7299651

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    Extended stochastic gradient Markov chain Monte Carlo for large-scale Bayesian variable selection (English)
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    21 January 2021
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    dimension jumping
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    missing data
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    stochastic gradient Langevin dynamics
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    subsampling
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